+602.8%
ABBV vs SM
+18.2%
+584.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.3% | -0.5% |
| 7D | +2.2% | +10.6% | -8.4% | +1.6% |
| 30D | +8.0% | -15.0% | +23.0% | +8.8% |
| 3M | +19.1% | +1.7% | +17.4% | +18.7% |
| 6M | +43.5% | +5.9% | +37.7% | +42.4% |
| YTD | +32.7% | +79.0% | -46.3% | +27.5% |
| 1Y | +30.0% | +84.7% | -54.6% | +24.6% |
| 3Y | +134.7% | -3.5% | +138.2% | +130.4% |
| 5Y | +200.6% | +4.9% | +195.7% | +188.5% |
| All | +602.8% | +18.2% | +584.6% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling